scientific article; zbMATH DE number 3036575
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Publication:5776300
zbMATH Open0022.36001MaRDI QIDQ5776300FDOQ5776300
Publication date: 1940
Title of this publication is not available (Why is that?)
Cited In (88)
- Almost sure and moment stability properties of fractional order Black-Scholes model
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- Inner product spaces of integrands associated to subfractional Brownian motion
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- A frequency domain approach to some results on fractional Brownian motion
- Ball throwing on spheres
- Stochastic calculus with respect to fractional Brownian motion
- A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter
- Generalized Langevin equation with tempered memory kernel
- Tempered fractional calculus
- Whitening filter and innovational representation of fractional Brownian motion
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
- An integrated fractional Fourier transform
- On arbitrage and Markovian short rates in fractional bond markets
- Simulation of a fractional Brownian motion in the space $L_p([0,T])$
- Benoît Mandelbrot and fractional Brownian motion
- A Bridge Between Geometric Measure Theory and Signal Processing: Multifractal Analysis
- Electrostatics in fractal geometry: fractional calculus approach
- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion
- Multi-operator scaling random fields
- Effective signal extraction via local polynomial approximation under long-range dependency conditions
- On some generalization of fractional Brownian motions
- Hölder regularity for operator scaling stable random fields
- Observation time dependent mean first passage time of diffusion and subdiffusion processes
- Fractional Brownian motions: memory, diffusion velocity, and correlation functions
- Stochastic integration for tempered fractional Brownian motion
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
- Large deviations in testing fractional Ornstein-Uhlenbeck models
- Functional differential equations driven by a fractional Brownian motion
- Non-Archimedean white noise, pseudodifferential stochastic equations, and massive Euclidean fields
- Whitening filter and innovations representation of self-similar process.
- On a class of minimum contrast estimators for fractional stochastic processes and fields
- On models and methods for Bayesian time series analysis
- On infinitely divisible self-similar random fields
- Scaling limits of Gaussian vector fields
- Approximate helices of continuous iteration semigroups
- Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- Hausdorff dimension of the graph of the fractional Brownian sheet
- Model-free stochastic processes studied with \(q\)-wavelet-based informational tools
- Tempered fractional Brownian and stable motions of second kind
- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
- On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
- Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
- Perfect cocycles through stochastic differential equations
- Characterization of self-similar processes with stationary increments
- Tempered Hermite process
- Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
- Quantum systems for Monte Carlo methods and applications to fractional stochastic processes
- On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\)
- Fractional electrostatic equations in fractal composite structures
- Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
- Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
- Fractional Brownian motion approximation based on fractional integration of a white noise
- Cramèr-Rao bounds for fractional Brownian motions
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- Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process
- Estimation of the drift of fractional Brownian motion
- A series expansion of fractional Brownian motion
- A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
- Stochastic calculus with respect to Gaussian processes
- Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- Fractional Gaussian fields: a survey
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
- A general framework for simulation of fractional fields
- Complex network approach to fractional time series
- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
- Modelling intermittent anomalous diffusion with switching fractional Brownian motion
- Power Brownian motion
- Beta Brownian motion
- Complex-order scale-invariant operators and self-similar processes
- Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion
- Impulsive stochastic fractional differential equations driven by fractional Brownian motion
- How does tempering affect the local and global properties of fractional Brownian motion?
- Fast and exact synthesis of some operator scaling Gaussian random fields
- Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process
- Discriminating Gaussian processes via quadratic form statistics
- Governing stochastic equation for a self-similar random process
- Weird Brownian motion
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility
- Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations
- Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing
- Nonlinear correlations in multifractals: Visibility graphs of magnitude and sign series
- Method for estimating the Hurst exponent of fractional Brownian motion
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